import requests
import re
url = 'https://github.com/PowerShell/Win32-OpenSSH/releases/download/v8.1.0.0p1-Beta/OpenSSH-Win64.zip'
fname = re.sub(re.compile('.*/'),'',url)

session = requests.session()
r = session.get(url)
with open(fname,'wb') as f:
    f.write(r.content)

